Support Board
Date/Time: Sun, 22 Dec 2024 11:51:51 +0000
[User Discussion] - Old VWAP sessions problem ... solution!
View Count: 1164
| [2014-07-05 07:03:23] |
| Kiwi - Posts: 375 |
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Quite a while back I raised an issue on the board. When I put a 1 day VWAP on a chart, if I have two sessions (before and after lunch for the HSI which is 11:15 to 13:59:59 and 15:00 to 18:14:59 my time) the VWAP restarts after lunch. So you don't get a whole day VWAP. As a result I've been running "whole day charts" and refreshing after lunch to get rid of any stray data that cropped up between sessions. But after working on the new truelive I decided to have one last look. It turns out that if you reverse the order of the sessions then the problem goes away ... just disappears. My sessions are: 15:00 to 18:14:59 and "Evening" 11:15 to 13:59:59. Bizarre but perfect! http://i.imgur.com/toOwnfn.png So if you have a problem with VWAPs getting split by sessions try reversing the order of the sessions in your chart settings window. Good Trading. Date Time Of Last Edit: 2014-07-07 05:06:03
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| [2015-02-07 11:55:18] |
| Acro - Posts: 441 |
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Thanks Kiwi. I was wondering why the VWAP seemed miles off |
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